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Synchronization level I/II data

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    Synchronization level I/II data

    Hi,

    I am collecting data using OnMarketData and OnMarketDetpth.

    Am I 100% sure that collected data is synchronized?
    or
    Do NT7 process data in the rigth sequence?

    May be the multithread mechanism can generate conflicts?

    Who care of this? Ninja or the datafeed?
    Or I have to collect data using synchronized threads?

    Thanks a lot if someone can help me or suggest me how to verify my doubts
    GB

    #2
    Hello GB,

    No, there's no synchronization between these two methods. With NinjaTrader being multi-threaded, you should not rely on any particular sequence of events like OnMarketDepth() always being called before OnMarketData() or vice versa

    http://www.ninjatrader.com/support/h...marketdata.htm

    http://www.ninjatrader.com/support/h...arketdepth.htm
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_RyanM1 View Post
      Hello GB,

      No, there's no synchronization between these two methods. With NinjaTrader being multi-threaded, you should not rely on any particular sequence of events like OnMarketDepth() always being called before OnMarketData() or vice versa

      http://www.ninjatrader.com/support/h...marketdata.htm

      http://www.ninjatrader.com/support/h...arketdepth.htm
      What you are actually saying is that NT follows the data feed sequence of events or can it become scrambled? (Withing L1/L2 or between them)

      Comment


        #4
        ToMer_K,

        It will follow the sequence of events as received from the provider.
        Patrick H.NinjaTrader Customer Service

        Comment

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